Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Clearing house of the year: LCH
Risk Awards 2020: CCP conquers Brexit threat to deliver banner year for RFRs, margin and forex
OTC client clearer of the year: Bank of America
Risk Awards 2020: Pivot to Europe pays off with market share growth and big client wins
Rising star in quant finance: Blanka Horvath, Aitor Muguruza and Mehdi Tomas
Risk Awards 2020: New machine learning techniques bring ‘rough volatility’ models to life
Foreign exchange prime broker of the year: HSBC
Risk Awards 2020: UK bank manages risk in real time, while building tool to cut exposures up to 80%
Insurer of the year: Pension Insurance Corporation
Risk Awards 2020: Innovative regulatory capital bond gives PIC an edge
Lifetime achievement: Benoît Coeuré
Risk Awards 2020: The departing ECB executive has helped transform eurozone financial markets
Research house of the year: UBS
Risk Awards 2020: Swiss bank pushing its analysts to be more like scientists
Fintech start-up of the year: Baton Systems
Risk Awards 2020: With four million FX trades since launch, the “institutional PayPal” now aims to free trapped margin
Credit portfolio manager of the year: NatWest Bank
Risk Awards 2020: Big deals and big ideas have helped transform stress-test laggard to leader
Inflation derivatives house of the year: HSBC
UK bank takes CPI to new heights, while using guarantees to get big RPI trades over the line
Currency derivatives house of the year: BNP Paribas
Risk Awards 2020: Bank seeks spot market insights to bolster forex options trading
Hedging adviser of the year: Chatham Financial
Risk Awards 2020: Hedge accounting solution helps Freddie Mac tackle P&L swings from loan hedges
Rates flow market-maker of the year: Citadel Securities
Risk Awards 2020: US Treasuries business in Europe stoked by credit rating addition
Interest rate derivatives house of the year: Goldman Sachs
Risk Awards 2020: US bank leads the way on SOFR, and gets creative to facilitate US insurer hedging
Risk Awards 2020: The winners
BofA claims top derivatives prize; lifetime award for Benoît Coeuré; Goldman wins rates house
Sovereign risk manager of the year: Senegal’s Ministry of Finance and Budget
Risk Awards 2020: ADB guarantee cuts swap costs by 500bp, opening the door for a $1.4b forex hedge
Risk solutions house of the year: NatWest Markets
Risk Awards 2020: UK bank blazes Libor transition trail; solutions span NPLs to forex forwards
Law firm of the year: Allen & Overy
Risk Awards 2020: Not just "stodgy lawyers", fintech incubator gives A&O a headstart on automation
Quants of the year: Andrei Lyashenko and Fabio Mercurio
Risk Awards 2020: Quants extend Libor market model to accommodate backward rates
OTC infrastructure service of the year: UnaVista
Risk Awards 2020: LSEG platform seals dominance in battle for European trade reporting
Quant investor of the year: GAM Systematic Cantab
Risk Awards 2020: Cantab benefitted as diversification started working once more
Derivatives house of the year: Bank of America
Risk Awards 2020: New home in Paris has brought more European clients to the Street’s most consistent markets franchise
Equities flow market-maker of the year: Citadel Securities
Risk Awards 2020: US giant boosts client-facing European business into second spot by market share
Buy-side risk manager of the year: Vanguard
Risk Awards 2020: Fund giant gave more risk work to machines this year - from duration hedging to op risk